+45.9%
VALE vs RNG
+119.8%
-73.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -0.3% | -6.1% | +5.8% | +0.2% |
| 30D | +8.6% | +9.6% | -1.0% | +7.8% |
| 3M | +2.0% | +83.3% | -81.3% | -3.1% |
| 6M | +2.1% | +77.9% | -75.8% | -3.4% |
| YTD | +20.2% | +139.9% | -119.7% | +8.8% |
| 1Y | +55.2% | +121.7% | -66.5% | +41.4% |
| 3Y | +45.9% | +121.9% | -76.0% | +29.9% |
| All | +45.9% | +119.8% | -73.9% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling